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if this refers to a lower end nikon camera, it will not show that it is connected to non afs lens unless it is in manual mode. Auto will not work with manual lenses or lenses that do not have motors in the lens.

It is because the lense is only an AF lense. The d40x doesn't have an on-body auto focus motor so that needs to be on the lense. I have a d60 and have the same problems. You can use the manual focus on the AF lenses; however, to use auto focus, you need to buy an AF-S lense. It's disappointing I know, but that's the price we must pay for saving on our body lol

Canon have never issues the user manuals for the lenses in pdf format. The only way you will get one is if somebody has scanned your particular models manual. I have just got immaculate manuals for some of my lenses from Ebay. There is one on ebay now. Type this auction number into the search box. 270237270981

Any Pentax K-mount lens will fit any Pentax DSLR. The DSLR will fire the shutter. There is a menu setting (RTFM) which allows the use of older lenses, but you will lose some of the automation (again RTFM). Remember to allow that the effective focal length when using a "film" lens on a DSLR body goes up by 50%.
A standard 50mm lens becomes a 75mm equivalent, but stays a large aperture.